cracksprd_ho_lgo

Function Name: cracksprd_ho_lgo

Tags: None

Category: Spread

The Crack Spread is the difference between the revenue from the refined products based on futures prices. The basic calculation is a simple one that is made somewhat more complicated because the quantities are given in different units. These units for crude oil (CL, LBC, or RCL) unleaded gasoline (HU or RHU), and heating oil (HO, LGO, or RHO) must be converted to the divisor unit.

 

Link:       http://www.investopedia.com/terms/c/crackspread.asp

 

Gasoline	Default base is the continuous futures contract UHU with the standard trigger configuration.
HeatingOil	Default base is the continuous futures contract UHO with the standard trigger configuration.

HeatingOilNo
	Default Value: 1  |  Minimum: 0  |  Maximum: 1000
	Type: Numeric
GasolineNo
	Default Value: 2  |  Minimum: 0  |  Maximum: 1000
	Type: Numeric